Bullets and numbering applied as part of a list (rather than typed in) cannot be outlined, and if you outline the text to which they are applied they will disappear.

While in general I don't approve of outlining text, I recognize you may not be able to find a printer who is capable of printing form a PDF with embedded fonts, so take a look at Possible bug: oulining text w/ flattener in CS5 which discusses an old technique for outlining during export of files that contain transparency (and why it doesn't work the same way in newer versions) for how to do it non-destructively.

If you must outline the text in the "traditional" way, and you want to outline bulleted or numbered lists, you must selecrt those paragraphs, then choose convert bullets/numbers to text from the context menu before creating the outlines.